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Modeling share price evolution as a continuous time random walk (CTRW) with non-independent price changes and waiting times

, и . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 108--111 (01.12.2004)

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Przemyslaw Repetowicz

Przemyslaw Blyszczuk

Przemyslaw Reszka

Przemyslaw Uznanski

Przemyslaw Imielski

 

Другие публикации лиц с тем же именем

Dynamics of money and income distributions, , и . Physica A: Statistical Mechanics and its Applications, 356 (2-4): 641--654 (15.10.2005)Modeling share price evolution as a continuous time random walk (CTRW) with non-independent price changes and waiting times, и . Physica A: Statistical Mechanics and its Applications, 344 (1-2): 108--111 (01.12.2004)Modeling of waiting times and price changes in currency exchange data, и . Physica A: Statistical Mechanics and its Applications, (15.11.2004)